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Data Mining: Preprocessing Techniques Organization 1. 2. 3. Data Quality Follow Discussions of Ch. 2 of the Textbook Aggregation Sampling Dimensionality Reduction Feature subset selection Feature creation Discretization and Binarization Attribute Transformation Similarity Assessment (part of the clustering transparencies) © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Data Quality What kinds of data quality problems? How can we detect problems with the data? What can we do about these problems? Examples of data quality problems: – Noise and outliers – missing values – duplicate data © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Noise Noise refers to modification of original values – Examples: distortion of a person’s voice when talking on a poor phone and “snow” on television screen Two Sine Waves © Tan,Steinbach, Kumar Introduction to Data Mining Two Sine Waves + Noise 4/18/2004 ‹#› Outliers Outliers are data objects with characteristics that are considerably different than most of the other data objects in the data set © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Missing Values Reasons for missing values – Information is not collected (e.g., people decline to give their age and weight) – Attributes may not be applicable to all cases (e.g., annual income is not applicable to children) Handling missing values – – – – Eliminate Data Objects Estimate Missing Values Ignore the Missing Value During Analysis Replace with all possible values (weighted by their probabilities) © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Duplicate Data Data set may include data objects that are duplicates, or almost duplicates of one another – Major issue when merging data from heterogeous sources Examples: – Same person with multiple email addresses Data cleaning – Process of dealing with duplicate data issues © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Data Preprocessing Aggregation Sampling Dimensionality Reduction Feature subset selection Feature creation Discretization and Binarization Attribute Transformation © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Aggregation Combining two or more attributes (or objects) into a single attribute (or object) Purpose – Data reduction Reduce the number of attributes or objects – Change of scale Cities aggregated into regions, states, countries, etc – More “stable” data Aggregated data tends to have less variability © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Aggregation Variation of Precipitation in Australia Standard Deviation of Average Monthly Precipitation © Tan,Steinbach, Kumar Introduction to Data Mining Standard Deviation of Average Yearly Precipitation 4/18/2004 ‹#› Sampling Sampling is the main technique employed for data selection. – It is often used for both the preliminary investigation of the data and the final data analysis. Statisticians sample because obtaining the entire set of data of interest is too expensive or time consuming. Sampling is used in data mining because processing the entire set of data of interest is too expensive or time consuming. © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Sampling … The key principle for effective sampling is the following: – using a sample will work almost as well as using the entire data sets, if the sample is representative – A sample is representative if it has approximately the same property (of interest) as the original set of data © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Types of Sampling Sampling without replacement – As each item is selected, it is removed from the population Sampling with replacement – Objects are not removed from the population as they are selected for the sample. In sampling with replacement, the same object can be picked up more than once Stratified sampling – Split the data into several partitions; then draw random samples from each partition © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Sample Size 8000 points © Tan,Steinbach, Kumar 2000 Points Introduction to Data Mining 500 Points 4/18/2004 ‹#› Curse of Dimensionality When dimensionality increases, data becomes increasingly sparse in the space that it occupies Definitions of density and distance between points, which is critical for clustering and outlier detection, become less meaningful • Randomly generate 500 points • Compute difference between max and min distance between any pair of points © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Dimensionality Reduction Purpose: – Avoid curse of dimensionality – Reduce amount of time and memory required by data mining algorithms – Allow data to be more easily visualized – May help to eliminate irrelevant features or reduce noise Techniques – Principle Component Analysis – Singular Value Decomposition – Others: supervised and non-linear techniques © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Dimensionality Reduction: PCA Goal is to find a projection that captures the largest amount of variation in data x2 e x1 © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Dimensionality Reduction: PCA Find the m eigenvectors of the covariance matrix The eigenvectors define the new space Select only those m eigenvectors that contribute the most to the variation in the dataset (m<n) x2 e x1 © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Dimensionality Reduction: ISOMAP By: Tenenbaum, de Silva, Langford (2000) Construct a neighbourhood graph For each pair of points in the graph, compute the shortest path distances – geodesic distances © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Feature Subset Selection Another way to reduce dimensionality of data Redundant features – duplicate much or all of the information contained in one or more other attributes – Example: purchase price of a product and the amount of sales tax paid Irrelevant features – contain no information that is useful for the data mining task at hand – Example: students' ID is often irrelevant to the task of predicting students' GPA © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Feature Subset Selection Techniques: – Brute-force approch: Try all possible feature subsets as input to data mining algorithm – Embedded approaches: Feature selection occurs naturally as part of the data mining algorithm – Filter approaches: Features are selected before data mining algorithm is run – Wrapper approaches: Use the data mining algorithm as a black box to find best subset of attributes © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Feature Creation Create new attributes that can capture the important information in a data set much more efficiently than the original attributes Three general methodologies: – Feature Extraction domain-specific – Mapping Data to New Space – Feature Construction combining features © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Mapping Data to a New Space Fourier transform Wavelet transform Two Sine Waves © Tan,Steinbach, Kumar Two Sine Waves + Noise Introduction to Data Mining Frequency 4/18/2004 ‹#› Discretization Using Class Labels Entropy based approach 3 categories for both x and y © Tan,Steinbach, Kumar Introduction to Data Mining 5 categories for both x and y 4/18/2004 ‹#› Discretization Without Using Class Labels Data Equal interval width Equal frequency © Tan,Steinbach, Kumar K-means Introduction to Data Mining 4/18/2004 ‹#› Similarity and Dissimilarity Already covered! Similarity – Numerical measure of how alike two data objects are. – Is higher when objects are more alike. – Often falls in the range [0,1] Dissimilarity – Numerical measure of how different are two data objects – Lower when objects are more alike – Minimum dissimilarity is often 0 – Upper limit varies Proximity refers to a similarity or dissimilarity © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Similarity/Dissimilarity for Simple Attributes p and q are the attribute values for two data objects. © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Euclidean Distance Euclidean Distance dist n ( pk qk ) 2 k 1 Where n is the number of dimensions (attributes) and pk and qk are, respectively, the kth attributes (components) or data objects p and q. Standardization is necessary, if scales differ. © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Euclidean Distance 3 point p1 p2 p3 p4 p1 2 p3 p4 1 p2 0 0 1 2 3 4 5 y 2 0 1 1 6 p1 p1 p2 p3 p4 x 0 2 3 5 0 2.828 3.162 5.099 p2 2.828 0 1.414 3.162 p3 3.162 1.414 0 2 p4 5.099 3.162 2 0 Distance Matrix © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Minkowski Distance Minkowski Distance is a generalization of Euclidean Distance n dist ( | pk qk k 1 1 r r |) Where r is a parameter, n is the number of dimensions (attributes) and pk and qk are, respectively, the kth attributes (components) or data objects p and q. © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Minkowski Distance: Examples r = 1. City block (Manhattan, taxicab, L1 norm) distance. – A common example of this is the Hamming distance, which is just the number of bits that are different between two binary vectors r = 2. Euclidean distance r . “supremum” (Lmax norm, L norm) distance. – This is the maximum difference between any component of the vectors Do not confuse r with n, i.e., all these distances are defined for all numbers of dimensions. © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Minkowski Distance point p1 p2 p3 p4 x 0 2 3 5 y 2 0 1 1 L1 p1 p2 p3 p4 p1 0 4 4 6 p2 4 0 2 4 p3 4 2 0 2 p4 6 4 2 0 L2 p1 p2 p3 p4 p1 p2 2.828 0 1.414 3.162 p3 3.162 1.414 0 2 p4 5.099 3.162 2 0 L p1 p2 p3 p4 p1 p2 p3 p4 0 2.828 3.162 5.099 0 2 3 5 2 0 1 3 3 1 0 2 5 3 2 0 Distance Matrix © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Cover! Mahalanobis Distance 1 mahalanobis( p, q) ( p q) ( p q) T is the covariance matrix of the input data X j ,k 1 n ( X ij X j )( X ik X k ) n 1 i 1 Advantage: Eliminates differences in scale and down-plays importance f correlated attributes in distance Computations. Alternative to attribute normalization! For red points, the Euclidean distance is 14.7, Mahalanobis distance is 6. © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Mahalanobis Distance Covariance Matrix: C 0.3 0.2 0 . 2 0 . 3 A: (0.5, 0.5) B B: (0, 1) A C: (1.5, 1.5) Mahal(A,B) = 5 Mahal(A,C) = 4 © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Common Properties of a Distance Distances, such as the Euclidean distance, have some well known properties. 1. d(p, q) 0 for all p and q and d(p, q) = 0 only if p = q. (Positive definiteness) 2. d(p, q) = d(q, p) for all p and q. (Symmetry) 3. d(p, r) d(p, q) + d(q, r) for all points p, q, and r. (Triangle Inequality) where d(p, q) is the distance (dissimilarity) between points (data objects), p and q. A distance that satisfies these properties is a metric © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Common Properties of a Similarity Similarities, also have some well known properties. 1. s(p, q) = 1 (or maximum similarity) only if p = q. 2. s(p, q) = s(q, p) for all p and q. (Symmetry) where s(p, q) is the similarity between points (data objects), p and q. © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Similarity Between Binary Vectors Common situation is that objects, p and q, have only binary attributes Compute similarities using the following quantities M01 = the number of attributes where p was 0 and q was 1 M10 = the number of attributes where p was 1 and q was 0 M00 = the number of attributes where p was 0 and q was 0 M11 = the number of attributes where p was 1 and q was 1 Simple Matching and Jaccard Coefficients SMC = number of matches / number of attributes = (M11 + M00) / (M01 + M10 + M11 + M00) J = number of 11 matches / number of not-both-zero attributes values = (M11) / (M01 + M10 + M11) © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› SMC versus Jaccard: Example p= 1000000000 q= 0000001001 M01 = 2 (the number of attributes where p was 0 and q was 1) M10 = 1 (the number of attributes where p was 1 and q was 0) M00 = 7 (the number of attributes where p was 0 and q was 0) M11 = 0 (the number of attributes where p was 1 and q was 1) SMC = (M11 + M00)/(M01 + M10 + M11 + M00) = (0+7) / (2+1+0+7) = 0.7 J = (M11) / (M01 + M10 + M11) = 0 / (2 + 1 + 0) = 0 © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Cosine Similarity If d1 and d2 are two document vectors, then cos( d1, d2 ) = (d1 d2) / ||d1|| ||d2|| , where indicates vector dot product and || d || is the length of vector d. Example: d1 = 3 2 0 5 0 0 0 2 0 0 d2 = 1 0 0 0 0 0 0 1 0 2 d1 d2= 3*1 + 2*0 + 0*0 + 5*0 + 0*0 + 0*0 + 0*0 + 2*1 + 0*0 + 0*2 = 5 ||d1|| = (3*3+2*2+0*0+5*5+0*0+0*0+0*0+2*2+0*0+0*0)0.5 = (42) 0.5 = 6.481 ||d2|| = (1*1+0*0+0*0+0*0+0*0+0*0+0*0+1*1+0*0+2*2) 0.5 = (6) 0.5 = 2.245 cos( d1, d2 ) = .3150 © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Extended Jaccard Coefficient (Tanimoto) Variation of Jaccard for continuous or count attributes – Reduces to Jaccard for binary attributes © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Correlation Correlation measures the linear relationship between objects To compute correlation, we standardize data objects, p and q, and then take their dot product pk ( pk mean( p)) / std ( p) qk (qk mean(q)) / std (q) correlation( p, q) p q © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#› Visually Evaluating Correlation Scatter plots showing the similarity from –1 to 1. © Tan,Steinbach, Kumar Introduction to Data Mining 4/18/2004 ‹#›